Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[33]) |
21 | 15 | - | - | - | - | - | - | - |
22 | 15 | - | - | - | - | - | - | - |
23 | 15 | - | - | - | - | - | - | - |
24 | 13 | - | - | - | - | - | - | - |
25 | 16 | - | - | - | - | - | - | - |
26 | 16 | - | - | - | - | - | - | - |
27 | 14 | - | - | - | - | - | - | - |
28 | 16 | - | - | - | - | - | - | - |
29 | 15 | - | - | - | - | - | - | - |
30 | 14 | - | - | - | - | - | - | - |
31 | 15 | - | - | - | - | - | - | - |
32 | 15 | - | - | - | - | - | - | - |
33 | 14 | - | - | - | - | - | - | - |
34 | 13 | 14.8869 | 12.4829 | 17.2909 | 0.062 | 0.7652 | 0.4633 | 0.7652 |
35 | 12 | 14.8694 | 12.0906 | 17.6482 | 0.0215 | 0.9063 | 0.4633 | 0.7301 |
36 | 13 | 13.965 | 11.0486 | 16.8814 | 0.2583 | 0.9067 | 0.7417 | 0.4906 |
37 | 12 | 14.7885 | 11.7873 | 17.7896 | 0.0343 | 0.8786 | 0.2144 | 0.6967 |
38 | 9 | 14.9268 | 11.907 | 17.9466 | 1e-04 | 0.9713 | 0.243 | 0.7263 |
39 | 10 | 13.9702 | 10.9398 | 17.0007 | 0.0051 | 0.9993 | 0.4923 | 0.4923 |
40 | 8 | 14.702 | 11.654 | 17.75 | 0 | 0.9988 | 0.2019 | 0.6742 |
41 | 11 | 14.986 | 11.9411 | 18.0309 | 0.0051 | 1 | 0.4964 | 0.7372 |
42 | 8 | 13.9938 | 10.948 | 17.0396 | 1e-04 | 0.973 | 0.4984 | 0.4984 |
43 | 8 | 14.6161 | 11.561 | 17.6711 | 0 | 1 | 0.4027 | 0.6537 |
44 | 8 | 15.0378 | 11.9882 | 18.0874 | 0 | 1 | 0.5097 | 0.7476 |
45 | 4 | 14.0303 | 10.9815 | 17.0791 | 0 | 0.9999 | 0.5078 | 0.5078 |
46 | 6 | 14.5298 | 11.4732 | 17.5863 | 0 | 1 | 0.8367 | 0.633 |
47 | 8 | 15.0795 | 12.0283 | 18.1308 | 0 | 1 | 0.976 | 0.756 |
48 | 10 | 14.078 | 11.0284 | 17.1276 | 0.0044 | 1 | 0.7558 | 0.52 |
49 | 5 | 14.4442 | 11.3875 | 17.501 | 0 | 0.9978 | 0.9415 | 0.6121 |
50 | 6 | 15.1099 | 12.0577 | 18.1622 | 0 | 1 | 1 | 0.762 |
51 | 5 | 14.1355 | 11.0856 | 17.1855 | 0 | 1 | 0.9961 | 0.5347 |
52 | 9 | 14.3612 | 11.3045 | 17.4179 | 3e-04 | 1 | 1 | 0.5916 |
53 | 8 | 15.1283 | 12.0751 | 18.1815 | 0 | 1 | 0.996 | 0.7656 |
54 | 6 | 14.2017 | 11.1514 | 17.2519 | 0 | 1 | 1 | 0.5516 |
55 | 9 | 14.2824 | 11.226 | 17.3389 | 4e-04 | 1 | 1 | 0.5719 |
56 | 11 | 15.1343 | 12.0801 | 18.1885 | 0.004 | 1 | 1 | 0.7667 |
57 | 11 | 14.2749 | 11.2244 | 17.3255 | 0.0177 | 0.9823 | 1 | 0.5701 |
58 | 8 | 14.2095 | 11.1534 | 17.2656 | 0 | 0.9802 | 1 | 0.5534 |
59 | 11 | 15.1278 | 12.0726 | 18.1829 | 0.004 | 1 | 1 | 0.7653 |
60 | 11 | 14.3537 | 11.3028 | 17.4046 | 0.0156 | 0.9844 | 0.9974 | 0.5899 |
61 | 13 | 14.144 | 11.0882 | 17.1998 | 0.2316 | 0.9781 | 1 | 0.5368 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0824 | -0.1267 | 0 | 3.5603 | 0 | 0 |
35 | 0.0953 | -0.193 | 0.1599 | 8.2336 | 5.897 | 2.4284 |
36 | 0.1065 | -0.0691 | 0.1296 | 0.9312 | 4.2417 | 2.0595 |
37 | 0.1035 | -0.1886 | 0.1443 | 7.7756 | 5.1252 | 2.2639 |
38 | 0.1032 | -0.3971 | 0.1949 | 35.127 | 11.1255 | 3.3355 |
39 | 0.1107 | -0.2842 | 0.2098 | 15.7629 | 11.8984 | 3.4494 |
40 | 0.1058 | -0.4559 | 0.2449 | 44.9165 | 16.6153 | 4.0762 |
41 | 0.1037 | -0.266 | 0.2476 | 15.888 | 16.5244 | 4.065 |
42 | 0.111 | -0.4283 | 0.2676 | 35.9256 | 18.6801 | 4.322 |
43 | 0.1066 | -0.4527 | 0.2861 | 43.7724 | 21.1893 | 4.6032 |
44 | 0.1035 | -0.468 | 0.3027 | 49.5309 | 23.7658 | 4.875 |
45 | 0.1109 | -0.7149 | 0.337 | 100.6074 | 30.1693 | 5.4927 |
46 | 0.1073 | -0.5871 | 0.3563 | 72.7567 | 33.4452 | 5.7832 |
47 | 0.1032 | -0.4695 | 0.3643 | 50.12 | 34.6363 | 5.8853 |
48 | 0.1105 | -0.2897 | 0.3594 | 16.6301 | 33.4359 | 5.7824 |
49 | 0.108 | -0.6538 | 0.3778 | 89.1938 | 36.9208 | 6.0762 |
50 | 0.1031 | -0.6029 | 0.391 | 82.991 | 39.6308 | 6.2953 |
51 | 0.1101 | -0.6463 | 0.4052 | 83.4582 | 42.0656 | 6.4858 |
52 | 0.1086 | -0.3733 | 0.4035 | 28.7428 | 41.3644 | 6.4315 |
53 | 0.103 | -0.4712 | 0.4069 | 50.8127 | 41.8368 | 6.4681 |
54 | 0.1096 | -0.5775 | 0.415 | 67.2674 | 43.0478 | 6.5611 |
55 | 0.1092 | -0.3699 | 0.413 | 27.904 | 42.3595 | 6.5084 |
56 | 0.103 | -0.2732 | 0.4069 | 17.0922 | 41.2609 | 6.4235 |
57 | 0.109 | -0.2294 | 0.3995 | 10.7252 | 39.9886 | 6.3237 |
58 | 0.1097 | -0.437 | 0.401 | 38.5578 | 39.9313 | 6.3191 |
59 | 0.103 | -0.2729 | 0.3961 | 17.0384 | 39.0508 | 6.2491 |
60 | 0.1084 | -0.2336 | 0.3901 | 11.2476 | 38.0211 | 6.1661 |
61 | 0.1102 | -0.0809 | 0.379 | 1.3087 | 36.7099 | 6.0589 |